Systematic Trader Index For November 2017 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Nov 2017 Min Inv Inception 144 Covenant Capital Management Optimal Program -14.23 10k 2/1/2014 143 Silicon Valley Quantitative Advisors UQP Large -8.55 500k 1/1/2009 142 Red Rock Capital, LLC Commodity Long-Short -7.88 500k 9/1/2013 141 Qbasis Invest Qbasis i Trend Fund -6.97 1k 1/1/2014 140 Prolific Capital Markets, LLC Prolific Swiss System -6.55 10,000k 1/1/2014 139 Bulkara Capital Bulkara Systematic Fund SP -6.46 250k 4/1/2014 138 Worldwide Capital Strategies Profit Quest Macro World -5.60 100k 1/1/2010 137 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -4.73 100k 4/1/2014 136 Candriam Investor Group Alternative Return Systemat -4.04 125k 1/1/2007 135 Qbasis Invest Qbasis All Trends UCITS Fund -3.82 100k 1/1/2016 134 Emil van Essen EvE Systematic Commodity Opportunities -3.22 500k 5/1/2016 133 Kopis Capital Management, LLC Commodity Long Short Separate Account -3.20 1,000k 5/1/2015 132 Glider Trading LLP Glider Trading Strategy (Class C) -2.74 500k 9/1/2013 131 Estlander & Partners Alpha Trend II - Class P -2.22 100k 12/1/2008 130 Alee Capital Management, LLC Poniente Program -2.18 2,500k 1/1/1999 129 dormouse Limited dormouse - Managed Account -2.16 10,000k 7/1/2011 128 Dreiss Research Corporation Diversified Program -2.15 1,000k 5/1/1991 127 Glenhaven Capital LLC Glenhaven Global II LP -2.12 25k 4/1/2012 126 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -2.06 100k 10/1/2011 125 Quest Partners LLC AlphaQuest Short Bias (AQSB) -2.02 20,000k 5/1/2013 124 Jaguar Investments Ltd Aegir Capital Strategy -1.93 1,000k 1/1/2012 123 R Best LLC R Best Private Client Program -1.93 50k 2/1/2010 122 Paskewitz Asset Management LLC Multi-strategy Futures Program -1.86 3,000k 5/1/2010 121 Conquest Capital Group Conquest Select -1.82 250k 6/1/2004 120 Crabel Capital Management Crabel Multi-Product -1.81 1,000k 3/1/1998 119 Emil van Essen Long-Short Commodity Program -1.77 1,000k 6/1/2013 118 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -1.73 1,000k 1/1/2013 117 Aquantum Aquantum Global Systematic Program (AGS) -1.71 5,000k 7/1/2013 116 Estlander & Partners Freedom -1.70 20,000k 8/1/2010 115 ISAM ISAM Systematic Trend Fund -1.64 1,000k 6/1/2001 114 Emil van Essen Spread Trading Program Limited -1.60 5,000k 7/1/2013 113 SandPointe SandPointe All-Seasons Strategy -1.60 5,000k 1/1/2015 112 Eclipse Capital Management Alpha Asia -1.58 25,000k 1/1/2015 111 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -1.35 50k 7/1/2011 110 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.29 10,000k 2/1/2008 109 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.27 250k 3/1/2010 108 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -1.23 200k 2/1/2015 107 Linnis Linnis ONE, LP -1.17 100k 8/1/2014 106 Alee Capital Management, LLC Mistral Program -1.11 2,500k 1/1/1999 105 Millburn Ridgefield Corporation Commodity Program -1.08 25,000k 3/1/2005 104 Tomas Capital Pty Ltd GCAF | USD -1.06 1,500k 7/1/2011 103 Non Correlated Capital Positive Theta Program -1.04 250k 10/1/2007 102 Typhon Capital Management, LLC Chiron Currency Program -1.01 250k 2/1/2008 101 R Best LLC World Select Program -1.01 2,000k 4/1/2016 100 QTS Capital Management, LLC FX Managed Account -1.00 100k 1/1/2011 99 Trigon Investment Advisors, LLC Foreign Exchange Program -0.96 5,000k 8/1/2000 98 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.95 2,000k 7/1/2013 97 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.95 5,000k 6/1/2010 96 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -0.84 500k 6/1/2007 95 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -0.80 250k 5/1/2013 94 NuWave Investment Management, LLC NuWave Matrix Portfolio -0.77 3,000k 9/1/2015 93 Aquantum Aquantum Commodity Spread Program (ACS) -0.73 5,000k 7/1/2013 92 ProfitScore Capital Management Long/Short US Treasury -0.70 10,000k 10/1/2015 91 Millburn Ridgefield Corporation Multi-Markets Program -0.70 25,000k 10/1/2004 90 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.68 1,000k 3/1/2003 89 FORT LP Global Futures Program (formerly Global Diversified Classic) -0.66 10,000k 10/1/1993 88 Robust Methods LLC Macro Managed Account -0.60 5,000k 1/1/2005 87 QTS Capital Management, LLC QTS Partners, L.P. -0.56 100k 1/1/2011 86 Paradox Capital Management Sentiment Program (1X) -0.51 1,000k 1/1/2013 85 Soaring Pelican, LLC Diversified S&P Program -0.45 100k 1/1/2011 84 Eamon Capital Zephyr Program -0.41 600k 1/1/2016 83 Tom Capital AG Tom Capital Growth Fund -0.40 5,000k 12/1/2015 82 Crabel Capital Management WPD Crabel Futures Program -0.36 1,000k 7/1/2008 81 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -0.32 1,000k 3/1/2007 80 FORT LP Fort Global Contrarian -0.30 2,000k 10/1/2002 79 SandPointe SandPointe Opportunities Strategy -0.28 5,000k 5/1/2014 78 Typhon Capital Management, LLC Helios Deutsche -0.28 250k 4/1/2014 77 Melissinos Trading Eupatrid Global Trends -0.21 50k 1/1/2011 76 QTS Capital Management, LLC Tail Reaper -0.17 100k 8/1/2012 75 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 74 Blake Capital Management, Inc. SRD Short Equities -0.13 100k 1/1/2011 73 Superfund Group Superfund Red EUR SICAV -0.10 10k 3/1/2013 72 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) -0.08 40k 1/1/2016 71 Seven Capital Management Seven Fixed Income Fund -0.07 100k 9/1/2010 70 Turning Wheel Capital, Inc. Pure Alpha 0.00 10,000k 1/1/2012 69 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.01 1,000k 5/1/2014 68 Meliora Capital LLP Commodity Absolute Return (1x) 0.03 250k 11/1/2014 67 Blake Capital Management, Inc. SRD Currencies 0.10 100k 3/1/2013 66 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.11 100k 2/1/2010 65 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) 0.13 100k 12/1/2014 64 Metolius Capital LLC Metolius Diversified 0.13 100k 6/1/2010 63 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 0.23 250k 11/1/1996 62 Superfund Group Superfund Red USD SICAV 0.24 10k 3/1/2013 61 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.36 100k 4/1/2015 60 Global Sigma Group, LLC Global Sigma BondVOL LP 0.38 1,000k 4/1/2015 59 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.41 1k 10/1/2006 58 Certeza Asset Management 4x Omni 0.42 1,000k 11/1/2014 57 Certeza Asset Management Macro Vega 0.42 1,000k 1/1/2012 56 Sandpiper Asset Management Sandpiper Global Macro Program 0.45 1,000k 8/1/2012 55 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 0.45 1,000k 10/1/2016 54 County Cork LLC County Cork Macro Equity Hedge 0.48 1,000k 2/1/2016 53 SMJ Capital Management Ltd. Systematic Currency FX Strategy 0.48 250k 9/1/2014 52 Kaiser Trading Group Kaiser Global Diversified Program - Class A 0.52 10,000k 3/1/1998 51 Angle Capital Management LLC AIP Program 0.53 100k 1/1/2010 50 Cauldron Investments, LLC Stock Index Plus 0.53 1,000k 10/1/2009 49 Witter & Lester, Inc. Redstone 0.53 500k 9/1/1994 48 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.59 250k 5/1/2011 47 Hartswell Capital Ltd MP-1 0.60 250k 1/1/2014 46 Metolius Capital LLC Metolius Enhanced Fund 0.62 40k 6/1/2015 45 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.68 250k 7/1/2015 44 DeltaHedge VIXVOX 1 0.69 250k 8/1/2015 43 Garraway Capital Management LLP Garraway Financial Trends 0.72 100k 9/1/2012 42 ROW Asset Managment Row Currency Program 0.74 1,000k 11/1/2010 41 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.76 250k 10/1/2011 40 Independent View IV Quantitative Futures Fund 0.76 100k 11/1/2012 39 ML Systems LLC Sledon Classic (Client) 0.77 300k 8/1/2014 38 Paskewitz Asset Management LLC Contrarian S&P Stock Index LF 0.80 500k 1/1/2015 37 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.80 1,000k 1/1/2013 36 Tianyou Asset Management, LLC Tianyou Fund LP 0.84 100k 10/1/2012 35 Automaton Trading LLC Diversified 0.87 500k 7/1/2014 34 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 0.88 1k 6/1/2009 33 Seven Capital Management Seven Absolute Return 0.89 100k 6/1/2009 32 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.00 10,000k 4/1/2004 31 Vivienne Investissement OUESSANT UCITS FUND (A) 1.03 100k 5/1/2012 30 Talenta Capital LLP Diversified 1.07 950k 6/1/2014 29 NuWave Investment Management, LLC Commodity Value Portfolio 1.10 2,000k 10/1/2014 28 Urban Tree Capital, LLC UTC Plus (Client) 1.17 100k 3/1/2013 27 Future Trade AG Thales Swing Trading Programme 1.21 250k 6/1/2007 26 ROW Asset Managment Row Diversified Fund, L.P. 1.29 1,000k 11/1/2011 25 Turk Capital LLC US Market Hedge Strategy 1.35 250k 11/1/2015 24 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.40 100k 1/1/2000 23 Aspect Capital Aspect Diversified Fund - Class A (USD) 1.40 100k 12/1/1998 22 Emil van Essen Long-Short Commodity Program - Accelerated 1.42 200k 5/1/2014 21 Buckingham Global Advisors, LLC Weekly Emini Program 1.43 200k 3/1/2015 20 FORT LP Fort Global Diversified 1.47 2,000k 10/1/1993 19 Blackwater Capital Management Tactical Equity 1.59 500k 12/1/2013 18 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.65 1,000k 3/1/2003 17 Pinstripe Trading, LLC Standard 1.71 125k 8/1/2009 16 EMC Capital Advisors, LLC EMC Alpha Program 1.74 5,000k 6/1/2013 15 Quantica Capital AG 1X Quantica Managed Futures Fund 1.80 100k 1/1/2014 14 DUNN Capital Management DUNN WMA Institutional Program 1.81 100k 10/1/2011 13 Global Wealth Analytics, Inc. Triple M 1.83 1,000k 6/1/2014 12 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.97 3,000k 5/1/2014 11 Turk Capital LLC US Equity Long/Short Strategy 2.22 250k 4/1/2014 10 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 2.87 5,000k 9/1/2009 9 Talenta Capital LLP S&P 500 Momentum 3.11 950k 2/1/2017 8 Vivienne Investissement MACH 3 3.16 100k 6/1/2015 7 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 3.38 500k 7/1/2013 6 Chesapeake Capital Diversified Plus (HV) 3.42 100k 4/1/1994 5 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 3.84 250k 10/1/2009 4 Purple Valley Capital, Inc. Diversified Trend 1 3.96 100k 8/1/2008 3 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 3.97 250k 2/1/2016 2 Quantica Capital AG 2X Quantica Managed Futures Fund 4.10 100k 1/1/2014 1 Taaffeite Capital Management LLC TCM Global Index Fund (Growth) 4.65 250k 8/1/2015 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.